+3.2%
AVTR vs BURL
+63.8%
-60.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -2.1% |
| 7D | +2.7% | -2.8% | +5.5% | +3.4% |
| 30D | +12.1% | -28.2% | +40.2% | +22.0% |
| 3M | +57.2% | -17.6% | +74.8% | +64.6% |
| 6M | +73.1% | -11.8% | +84.8% | +76.6% |
| YTD | +30.6% | -8.1% | +38.8% | +31.7% |
| 1Y | +13.5% | -12.0% | +25.4% | +14.7% |
| 3Y | -31.0% | +63.3% | -94.3% | -43.7% |
| 5Y | -63.2% | -10.8% | -52.4% | -65.5% |
| All | +3.2% | +63.8% | -60.5% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling